CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Mar-2019

Day Change Summary
	Previous	Current
	14-Mar-2019	15-Mar-2019	Change	Change %	Previous Week
Open	0.7520	0.7502	-0.0018	-0.2%	0.7453
High	0.7528	0.7525	-0.0002	0.0%	0.7528
Low	0.7493	0.7479	-0.0014	-0.2%	0.7441
Close	0.7507	0.7493	-0.0014	-0.2%	0.7493
Range	0.0035	0.0046	0.0012	33.3%	0.0087
ATR	0.0044	0.0044	0.0000	0.3%	0.0000
Volume	75,753	36,433	-39,320	-51.9%	351,303

Daily Pivots for day following 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7611	0.7518
R3	0.7591	0.7565	0.7506
R2	0.7545	0.7545	0.7501
R1	0.7519	0.7519	0.7497	0.7509
PP	0.7499	0.7499	0.7499	0.7494
S1	0.7473	0.7473	0.7489	0.7463
S2	0.7453	0.7453	0.7485
S3	0.7407	0.7427	0.7480
S4	0.7361	0.7381	0.7468

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7708	0.7541
R3	0.7661	0.7621	0.7517
R2	0.7574	0.7574	0.7509
R1	0.7534	0.7534	0.7501	0.7554
PP	0.7487	0.7487	0.7487	0.7497
S1	0.7447	0.7447	0.7485	0.7467
S2	0.7400	0.7400	0.7477
S3	0.7313	0.7360	0.7469
S4	0.7226	0.7273	0.7445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7528	0.7441	0.0087	1.2%	0.0038	0.5%	60%	False	False	70,260
10	0.7535	0.7427	0.0108	1.4%	0.0038	0.5%	61%	False	False	73,825
20	0.7630	0.7427	0.0203	2.7%	0.0044	0.6%	33%	False	False	70,986
40	0.7660	0.7427	0.0233	3.1%	0.0046	0.6%	28%	False	False	69,058
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	49%	False	False	70,116
80	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	49%	False	False	57,307
100	0.7725	0.7330	0.0395	5.3%	0.0044	0.6%	41%	False	False	45,950
120	0.7846	0.7330	0.0516	6.9%	0.0043	0.6%	32%	False	False	38,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7645
1.618	0.7599
1.000	0.7571
0.618	0.7553
HIGH	0.7525
0.618	0.7507
0.500	0.7502
0.382	0.7497
LOW	0.7479
0.618	0.7451
1.000	0.7433
1.618	0.7405
2.618	0.7359
4.250	0.7284

Fisher Pivots for day following 15-Mar-2019
Pivot	1 day	3 day
R1	0.7502	0.7503
PP	0.7499	0.7500
S1	0.7496	0.7496

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols